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Eric Gautier

Publications and source records attributed to Eric Gautier.

At least 19 recordsLinked to original sources

Selective area epitaxy of in-plane HgTe nanostrcutures on CdTe(001) substrate

Semiconductor nanowires are believed to play a crucial role for future applications in electronics, spintronics and quantum technologies. A potential candidate is HgTe but its sensitivity to nanofabrication processes restrain its development. A way to circumvent this obstacle is the selective area growth technique. Here, in-plane HgTe nanostructures are grown thanks to selective area molecular beam epitaxy on a semi-insulating CdTe substrate covered with a patterned SiO$_{\mathrm{2}}$ mask. The shape of these nanostructures is defined by the in-plane orientation of the mask aperture along the <$110$>, <$1\bar{\mathrm{1}}0$>, or <$100$> direction, the deposited thickness, and the growth temperature. Several micron long in-plane nanowires can be achieved as well as more complex nanostructures such as networks, diamond structures or rings. A good selectivity is achieved with very little parasitic growth on the mask even for a growth temperature as low as $140${\deg}C and growth rate up to $0.5$ ML/s. For <$110$> oriented nanowires, the center of the nanostructure exhibits a trapezoidal shape with {$111$}B facets and two grains on the sides, while <$1\bar{\mathrm{1}}0$> oriented nanowires show {$111$}A facets with adatoms accumulation on the sides of the top surface. Transmission electron microscopy observations reveal a continuous epitaxial relation between the CdTe substrate and the HgTe nanowire. Measurements of the resistance with fourpoint scanning tunneling microscopy indicates a good electrical homogeneity along the main NW axis and a thermally activated transport. This growth method paves the way toward the fabrication of complex HgTe-based nanostructures for electronic transport measurements.

cond-mat.mtrl-sci

Electrical characterization of the azimuthal anisotropy of $(\mathrm{Ni}_x\mathrm{Co}_{1-x})\mathrm{B}$-based ferromagnetic nanotubes

We report on the structural, electric and magnetic properties of $(\mathrm{Ni}_x\mathrm{Co}_{1-x})\mathrm{B}$ ferromagnetic nanotubes, displaying azimuthal magnetization. The tubes are fabricated using electroless plating in polycarbonate porous templates, with lengths several tens of micrometers, diameters from 100nm to 500nm and wall thicknesses from 10nm to 80nm. The resistivity is $\sim 1.5\times10^{-6}\mathrm{\Omega/m}$, and the anisotropic magnetoresistance~(AMR) of 0.2-0.3%, one order of magnitude larger~(resp. smaller) than in the bulk material, which we attribute to the resistance at grain boundaries. We determined the azimuthal anisotropy field from M(H) AMR loops of single tubes contacted electrically. Its magnitude is around 10mT, and tends to increase with the tube wall thickness, as well as the Co content. However, surprisingly it does not dependent much on the diameter nor on the curvature.

cond-mat.mes-hall

Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for (but does not require) many (relative to the sample size), weak, potentially invalid or potentially endogenous instruments, as well as for many regressors and conditional heteroskedasticity. Our coverage results are uniform and can deliver a small sample guarantee. We develop a new computational approach based on semidefinite programming, which we show can equally be applied to rapidly invert existing tests (e.g,. AR, LM, CLR, etc.).

econ.EM

Nonparametric classes for identification in random coefficients models when regressors have limited variation

This paper studies point identification of the distribution of the coefficients in some random coefficients models with exogenous regressors when their support is a proper subset, possibly discrete but countable. We exhibit trade-offs between restrictions on the distribution of the random coefficients and the support of the regressors. We consider linear models including those with nonlinear transforms of a baseline regressor, with an infinite number of regressors and deconvolution, the binary choice model, and panel data models such as single-index panel data models and an extension of the Kotlarski lemma.

math.ST

Factor and factor loading augmented estimators for panel regression

This paper considers linear panel data models where the dependence of the regressors and the unobservables is modelled through a factor structure. The asymptotic setting is such that the number of time periods and the sample size both go to infinity. Non-strong factors are allowed and the number of factors can grow to infinity with the sample size. We study a class of two-step estimators of the regression coefficients. In the first step, factors and factor loadings are estimated. Then, the second step corresponds to the panel regression of the outcome on the regressors and the estimates of the factors and the factor loadings from the first step. Different methods can be used in the first step while the second step is unique. We derive sufficient conditions on the first-step estimator and the data generating process under which the two-step estimator is asymptotically normal. Assumptions under which using an approach based on principal components analysis in the first step yields an asymptotically normal estimator are also given. The two-step procedure exhibits good finite sample properties in simulations.

math.ST

Relaxing monotonicity in endogenous selection models and application to surveys

This paper considers endogenous selection models, in particular nonparametric ones. Estimating the unconditional law of the outcomes is possible when one uses instrumental variables. Using a selection equation which is additively separable in a one dimensional unobservable has the sometimes undesirable property of instrument monotonicity. We present models which allow for nonmonotonicity and are based on nonparametric random coefficients indices. We discuss their nonparametric identification and apply these results to inference on nonlinear statistics such as the Gini index in surveys when the nonresponse is not missing at random.

math.ST

Adaptive estimation in the linear random coefficients model when regressors have limited variation

We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole space. This is hardly ever the case in practice. Alternatively, the coefficients can have a compact support but this is not compatible with unbounded error terms as usual in regression models. In this paper, the regressors can have a support which is a proper subset but the slopes (not the intercept) do not have heavy-tails. Lower bounds on the supremum risk for the estimation of the joint density of the random coefficients density are obtained for a wide range of smoothness, where some allow for polynomial and nearly parametric rates of convergence. We present a minimax optimal estimator, a data-driven rule for adaptive estimation, and made available a R package.

math.ST

High-dimensional instrumental variables regression and confidence sets -- v2/2012

This was a revision of arXiv:1105.2454v1 from 2012. It considers a variation on the STIV estimator where, instead of one conic constraint, there are as many conic constraints as moments (instruments) allowing to use more directly moderate deviations for self-normalized sums. The idea first appeared in formula (6.5) in arXiv:1105.2454v1 when some instruments can be endogenous. For reference and to avoid confusion with the STIV estimator, this estimator should be called C-STIV.

math.ST

Estimates for the SVD of the truncated Fourier transform on L2(exp(b|$\times$|)) and stable analytic continuation

The Fourier transform truncated on [-c,c] is usually analyzed when acting on L^2(-1/b,1/b) and its right-singular vectors are the prolate spheroidal wave functions. This paper considers the operator acting on the larger space L^2(exp(b|.|)) on which it remains injective. We give nonasymptotic upper and lower bounds on the singular values with similar qualitative behavior in m (the index), b, and c. The lower bounds are used to obtain rates of convergence for stable analytic continuation of possibly nonbandlimited functions whose Fourier transform belongs to L^2(exp(b|.|)). We also derive bounds on the sup-norm of the singular functions. Finally, we propose a numerical method to compute the SVD and apply it to stable analytic continuation when the function is observed with error on an interval.

math.CA

Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity

This paper considers a nuclear norm penalized estimator for panel data models with interactive effects. The low-rank interactive effects can be an approximate model and the rank of the best approximation unknown and grow with sample size. The estimator is solution of a well-structured convex optimization problem and can be solved in polynomial-time. We derive rates of convergence, study the low-rank properties of the estimator, estimation of the rank and of annihilator matrices when the number of time periods grows with the sample size. Two-stage estimators can be asymptotically normal. None of the procedures require knowledge of the variance of the errors.

math.ST

Flux-closure domains in high aspect ratio electroless-deposited CoNiB nanotubes

We report the imaging of magnetic domains in ferromagnetic CoNiB nanotubes with very long aspect ratio, fabricated by electroless plating. While axial magnetization is expected for long tubes made of soft magnetic materials, we evidence series of azimuthal domains. We tentatively explain these by the interplay of anisotropic strain and/or grain size, with magneto-elasticity and/or anisotropic interfacial magnetic anisotropy. This material could be interesting for dense data storage, as well as curvature-induced magnetic phenomena such as the non-reciprocity of spin-wave propagation.

cond-mat.mtrl-sci

Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding

In the random coefficients binary choice model, a binary variable equals 1 iff an index $X^\topβ$ is positive.The vectors $X$ and $β$ are independent and belong to the sphere $\mathbb{S}^{d-1}$ in $\mathbb{R}^{d}$.We prove lower bounds on the minimax risk for estimation of the density $f\_β$ over Besov bodies where the loss is a power of the $L^p(\mathbb{S}^{d-1})$ norm for $1\le p\le \infty$. We show that a hard thresholding estimator based on a needlet expansion with data-driven thresholds achieves these lower bounds up to logarithmic factors.

math.ST

Large and uniform optical emission shifts in quantum dots externally strained along their growth axis

We introduce a method which enables to directly compare the impact of elastic strain on the optical properties of distinct quantum dots (QDs). Specifically, the QDs are integrated in a cross-section of a semiconductor core wire which is surrounded by an amorphous straining shell. Detailed numerical simulations show that, thanks to the mechanical isotropy of the shell, the strain field in a core section is homogeneous. Furthermore, we use the core material as an in situ strain gauge, yielding reliable values for the emitter energy tuning slope. This calibration technique is applied to self-assembled InAs QDs submitted to incremental tensile strain along their growth axis. In contrast to recent studies conducted on similar QDs stressed perpendicularly to their growth axis, optical spectroscopy reveals 5-10 times larger tuning slopes, with a moderate dispersion. These results highlight the importance of the stress direction to optimise QD response to applied strain, with implications both in static and dynamic regimes. As such, they are in particular relevant for the development of wavelength-tunable single photon sources or hybrid QD opto-mechanical systems.

cond-mat.mes-hall

A triangular treatment effect model with random coefficients in the selection equation

This paper considers treatment effects under endogeneity with complex heterogeneity in the selection equation. We model the outcome of an endogenous treatment as a triangular system, where both the outcome and first-stage equations consist of a random coefficients model. The first-stage specifically allows for nonmonotone selection into treatment. We provide conditions under which marginal distributions of potential outcomes, average and quantile treatment effects, all conditional on first-stage random coefficients, are identified. Under the same conditions, we derive bounds on the (conditional) joint distributions of potential outcomes and gains from treatment, and provide additional conditions for their point identification. All conditional quantities yield unconditional effects (\emph{e.g.}, the average treatment effect) by weighted integration.

math.ST

Pivotal estimation in high-dimensional regression via linear programming

We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The method is based on linear programming only, so that its numerical implementation is faster than for previously known techniques using conic programs, and it allows one to deal with higher dimensional models. We provide upper bounds for estimation and prediction errors of the proposed estimator showing that it achieves the same rate as in the more restrictive situation of fixed design and i.i.d. Gaussian errors with known variance. Following Gautier and Tsybakov (2011), we obtain the results under weaker sensitivity assumptions than the restricted eigenvalue or assimilated conditions.

math.ST

Nonparametric estimation in random coefficients binary choice models

Nous considérons dans cet article des modèles à choix binaires et coefficients aléatoires. Le but est d'estimer de manière nonparamétrique la densité du coefficient aléatoire. Il s'agit d'un problème inverse mal posé caractérisé par une transformation intégrale. Un nouvel estimateur de la densité du coefficient aléatoire est proposé. Il est basé sur les développements en séries de Fourier-Laplace sur la sphère. Cette approche permet une étude fine du problème d'identification mais aussi d'obtenir un estimateur par injection ayant une expression explicite et ne nécessitant aucun optimisation numérique. Le nouvel estimateur est donc très facile à obtenir numériquement, tout en étant souple sur le traitement de l'hétérogénéité inobservée. Nous présentons des extensions parmi lesquellesle traitement de coefficients non aléatoires et de modèles avec endogénéité.

math.ST

High-dimensional instrumental variables regression and confidence sets

This article considers inference in linear instrumental variables models with many regressors, all of which could be endogenous. We propose the STIV estimator. Identification robust confidence sets are derived by solving linear programs. We present results on rates of convergence, variable selection, confidence sets which adapt to the sparsity, and analyze confidence bands for vectors of linear functions using bias correction. We also provide solutions to some instruments being endogenous. The application is to the EASI demand system.

math.ST

Bayesian Estimation of Inequalities with Non-Rectangular Censored Survey Data

Synthetic indices are used in Economics to measure various aspects of monetary inequalities. These scalar indices take as input the distribution over a finite population, for example the population of a specific country. In this article we consider the case of the French 2004 Wealth survey. We have at hand a partial measurement on the distribution of interest consisting of bracketed and sometimes missing data, over a subsample of the population of interest. We present in this article the statistical methodology used to obtain point and interval estimates taking into account the various uncertainties. The inequality indices being nonlinear in the input distribution, we rely on a simulation based approach where the model for the wealth per household is multivariate. Using the survey data as well as matched auxiliary tax declarations data, we have at hand a quite intricate non-rectangle multidimensional censoring. For practical issues we use a Bayesian approach. Inference using Monte-Carlo approximations relies on a Monte-Carlo Markov chain algorithm namely the Gibbs sampler. The quantities interesting to the decision maker are taken to be the various inequality indices for the French population. Their distribution conditional on the data of the subsample are assumed to be normal centered on the design-based estimates with variance computed through linearization and taking into account the sample design and total nonresponse. Exogeneous selection of the subsample, in particular the nonresponse mechanism, is assumed and we condition on the adequate covariates.

stat.AP